Search Results - subject:"STOCKS"

The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021

This paper analyses the effects of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic. More specifically, it applies fractional integration methods to analyse their impact on the daily S&P500, the US Treasury Bond Index (USTB), the S&P...

Persistent link: https://www.econbiz.de/10012599250

The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021

Persistent link: https://www.econbiz.de/10012584220

Global stock selection with hidden Markov model

Nguyen, Nguyet; Nguyen, Dung - In: Risks : open access journal 9 (2021) 1/9, pp. 1-18

. In this paper, we establish a multi-step procedure for using HMM to select stocks from the global stock market. First … the composite score of the five factors. Finally, we make a monthly selection of 10% of the global stocks that have the …

Persistent link: https://www.econbiz.de/10012422925

Fisheries subsidy issues before the MC12 : lessons from the May text for the July meeting

Mohanty, S. K.; Gaur, Pankhuri - 2021

Persistent link: https://www.econbiz.de/10013466941

The sickle and the garlic chives: Volatility in the Chinese stock market

Dal Maso, Giulia - In: Finance and Society 9 (2023) 3, pp. 58-68

leaning on and trusting the regulators' capacity to protect and rescue their stocks or engaging in risky margin trading and …

Persistent link: https://www.econbiz.de/10015191681

Hedging against inflation: housing versus equity

Fehrle, Daniel - In: Empirical Economics 65 (2023) 6, pp. 2583-2626

To which extent do equity and housing hedge against inflation? Despite the extensive literature, there is only little consensus. This paper presents evidence on this question from the Jordà–Schularick–Taylor Macrohistory Database covering 16 countries from 1870 to 2020. The results depend...

Persistent link: https://www.econbiz.de/10015205193

Do gamblers invest in lottery stocks?

Kormanyos, Emily; Hanspal, Tobin; Hackethal, Andreas - 2023

hold lottery stocks, but less likely than active traders. Our results suggest that gambling behavior across domains is less …

Persistent link: https://www.econbiz.de/10013549653

Digital tasks and ICT capital: Methodologies and data

Gschwent, Lorenz; Guarascio, Dario; Jestl, Stefan; … - 2023

This report describes the data and documents the data collection and adjustment procedures for a project called 'Comparative Advantage in the Digital Era'. This project uses granular information on the tasks being performed by workers in different occupations on the one hand and different asset...

Persistent link: https://www.econbiz.de/10014327014

Better not forget: On the memory of S&P 500 survivor stock companies

Grobys, Klaus; Han, Yao; Kolari, James W. - In: Journal of Risk and Financial Management 16 (2023) 2, pp. 1-16

This study explores the dependency structure of S&P 500 survivor stocks. Using a hand-collected sample of stocks that … nonlinearities in the return processes of survivor stocks due to Paretian tails. Second, the return processes of very long …-split tests reveal that the memory on average has virtually not changed over time-that is, survivor stocks do not forget. Fourth …

Persistent link: https://www.econbiz.de/10014332873

Methodenhandbuch für den Aufbau eines deutschlandweiten Moorbodenmonitorings für den Klimaschutz (MoMoK): Teil 2: Wald

Gabriel, Marvin; Gärtner, Julian; Pfaffner, Nora; … - 2023

installed on the sites to measure changes in the carbon stocks of the two compartments during the subsequent monitoring phase …

Persistent link: https://www.econbiz.de/10014476227